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(a)

parallel shock up, where there is a parallel upward shift of the yield curve with the same positive interest rate shock for all maturities;

(b)

parallel shock down, where there is a parallel downward shift of the yield curve with the same negative interest rate shock for all maturities;

(c)

steepener shock, where there is a steepening shift of the yield curve, with negative interest rate shocks for shorter maturities and positive interest rate shocks for longer maturities;

(d)

flattener shock, where there is a flattening shift of the yield curve, with positive interest rate shocks for shorter maturities and negative interest rate shocks for longer maturities;

(e)

short rates shock up, with larger positive interest rate shocks for shorter maturities to converge with the baseline for longer maturities;

(f)

short rates shock down, with larger negative interest rate shocks for shorter maturities to converge with the baseline for longer maturities.